Performance analysis of FDMO (FIDELITY MOMENTUM FACTOR ETF)
Annual Return
Over the past 3 years, FDMO has had an average annual return of +28.62%, outperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, FDMO has had an average annual return of +16.39%, outperforming the benchmark SPY, which returned +13.88% annual.
Since Sep 15, 2016, FDMO has had an average annual return of +15.97%, outperforming the benchmark SPY, which returned +15.64% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +15.24% | +21.42% | +32.78% | +24.80% | -19.32% | +22.24% | +21.72% | +25.30% | -4.13% | +23.93% | +1.88% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.36% | -2.11% | -4.64% | +12.40% | +6.13% | +1.11% | +15.24% | ||||||
| 2025 | +4.01% | -3.01% | -7.21% | +1.68% | +8.87% | +5.51% | +2.59% | +1.93% | +5.03% | +2.32% | -0.75% | -0.42% | +21.42% |
| 2024 | +2.98% | +7.47% | +3.21% | -4.19% | +5.70% | +4.41% | -0.99% | +2.54% | +2.44% | +0.09% | +8.81% | -2.94% | +32.78% |
| 2023 | +3.47% | -1.75% | +2.92% | +1.88% | -0.01% | +6.57% | +1.79% | +0.22% | -5.21% | -2.20% | +10.92% | +4.74% | +24.80% |
| 2022 | -7.02% | -2.44% | +5.07% | -10.19% | -0.97% | -7.88% | +9.78% | -2.66% | -7.43% | +8.48% | +2.49% | -6.07% | -19.32% |
| 2021 | +1.99% | -0.51% | +0.24% | +6.26% | -1.05% | +3.22% | +2.21% | +3.61% | -4.69% | +7.40% | -0.57% | +2.76% | +22.24% |
| 2020 | +2.86% | -8.54% | -11.84% | +14.04% | +4.45% | +1.90% | +7.14% | +6.36% | -3.27% | -3.42% | +10.15% | +3.12% | +21.72% |
| 2019 | +8.76% | +3.57% | +1.51% | +3.71% | -3.91% | +5.56% | +1.19% | -0.69% | -1.44% | +0.11% | +3.32% | +1.67% | +25.30% |
| 2018 | +6.28% | -3.06% | -1.61% | +1.23% | +3.87% | -0.85% | +2.21% | +5.17% | +0.29% | -8.58% | +0.82% | -8.70% | -4.13% |
| 2017 | +2.51% | +3.90% | +0.41% | +1.21% | +1.23% | +0.39% | +2.57% | -0.38% | +1.75% | +5.46% | +2.69% | +0.07% | +23.93% |
Drawdown analysis of FDMO (FIDELITY MOMENTUM FACTOR ETF)
The maximum drawdown for the FDMO was -33.93%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current FDMO drawdown is -0.32%.
Since Sep 15, 2016 FDMO has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 4 times
- 10% or more: 8 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.93% | Feb 19, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -25.44% | Nov 8, 2021 | 152 | Jun 16, 2022 | 384 | Dec 27, 2023 | 536 |
| -21.87% | Feb 18, 2025 | 35 | Apr 8, 2025 | 52 | Jun 24, 2025 | 87 |
| -21.72% | Oct 1, 2018 | 58 | Dec 24, 2018 | 114 | Jun 10, 2019 | 172 |
| -12.22% | Jan 28, 2026 | 42 | Mar 30, 2026 | 13 | Apr 17, 2026 | 55 |
| -12.15% | Feb 12, 2021 | 15 | Mar 8, 2021 | 34 | Apr 26, 2021 | 49 |
| -10.43% | Jan 26, 2018 | 9 | Feb 8, 2018 | 79 | Jun 4, 2018 | 88 |
| -10.22% | Jul 16, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -9.90% | Sep 2, 2020 | 14 | Sep 23, 2020 | 14 | Oct 13, 2020 | 28 |
| -8.92% | Oct 13, 2020 | 13 | Oct 30, 2020 | 20 | Nov 30, 2020 | 33 |
| -7.65% | Apr 27, 2021 | 11 | May 12, 2021 | 31 | Jun 25, 2021 | 42 |
| -7.34% | Oct 29, 2025 | 16 | Nov 20, 2025 | 29 | Jan 5, 2026 | 45 |
| -6.89% | Mar 21, 2024 | 20 | Apr 19, 2024 | 14 | May 9, 2024 | 34 |
| -6.69% | Jul 15, 2019 | 56 | Oct 2, 2019 | 56 | Dec 20, 2019 | 112 |
| -5.58% | Sep 3, 2021 | 20 | Oct 4, 2021 | 13 | Oct 21, 2021 | 33 |
| -5.37% | Sep 22, 2016 | 30 | Nov 3, 2016 | 25 | Dec 9, 2016 | 55 |
| -5.04% | Dec 6, 2024 | 23 | Jan 13, 2025 | 6 | Jan 22, 2025 | 29 |
| -4.78% | Jun 12, 2018 | 11 | Jun 27, 2018 | 19 | Jul 25, 2018 | 30 |
| -3.72% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -3.71% | May 14, 2026 | 3 | May 19, 2026 | 4 | May 26, 2026 | 7 |
| -3.49% | Jan 25, 2021 | 4 | Jan 29, 2021 | 4 | Feb 4, 2021 | 8 |
| -3.33% | Oct 14, 2024 | 13 | Oct 31, 2024 | 4 | Nov 6, 2024 | 17 |
| -3.16% | Jan 23, 2025 | 2 | Jan 27, 2025 | 13 | Feb 13, 2025 | 15 |
| -3.15% | Jul 25, 2017 | 19 | Aug 21, 2017 | 18 | Sep 15, 2017 | 37 |
| -3.07% | Mar 1, 2017 | 31 | Apr 13, 2017 | 7 | Apr 25, 2017 | 38 |